By Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva
The Trilogy in fastened source of revenue Valuation and hazard research comprehensively covers the main definitive paintings on rate of interest hazard, time period constitution research, and credits hazard. the 1st publication on rate of interest hazard modeling examines nearly each recognized IRR version used for pricing and possibility research of assorted mounted source of revenue securities and their derivatives. The better half CD-ROM comprise a variety of formulation and programming instruments that let readers to raised version probability and price fastened source of revenue securities. This complete source presents readers with the hands-on details and software program had to achieve this monetary arena.
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Extra resources for Interest Rate Risk Modeling: The Fixed Income Valuation Course (Wiley Finance)
Interest Rate Risk Modeling: The Fixed Income Valuation Course (Wiley Finance) by Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva